Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.556 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47517.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46119.49 Kr¶

PnL: ---------------------------------------> -769.08 Kr¶

DD now: ---------------------------------> -2.288 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:17:30.605482'

Anic Portfolio¶

Today¶

Return: 0.439 %¶

This Week¶

Return: -0.825 %¶

Total¶

Return: 55.56 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.140000 2803.500000 167.500000 6.350000 2636.000010
HMS Networks 2 -0.100000 790.000000 117.000000 17.380000 673.000000
Nordea Bank Abp 29 1.080000 3521.180000 67.180000 1.940000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.160000 406.000000 51.000000 14.370000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.700000 3419.200000 42.200000 1.250000 3377.000000
Resurs Holding 22 2.820000 610.500000 36.500000 6.360000 573.999998
Corem Property Group B 59 1.870000 610.060000 33.060000 5.730000 576.999999
Swedbank A 3 2.290000 589.050000 25.050000 4.440000 564.000000
AcadeMedia 12 0.290000 580.320000 23.320000 4.190000 557.000004
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Securitas B 6 2.150000 588.480000 18.480000 3.240000 570.000000
Intrum 4 -0.180000 543.800000 16.800000 3.190000 527.000000
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.600000 255.600000 9.600000 3.900000 246.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.500000 542.700000 6.700000 1.250000 536.000004
Coor Service Management Hold. 8 0.450000 538.000000 6.000000 1.130000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
International Petroleum Corp. 5 4.530000 577.000000 -17.570000 -2.960000 594.565215
Midsona B 63 -0.780000 563.850000 -19.150000 -3.280000 582.999984
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.310000 536.500000 -37.500000 -6.530000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -1.820000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 1.650000 1441.800000 -222.200000 -13.350000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46119.490000 -769.080000 -2.2875% 46888.564618

Updated:¶

'2023-01-27 16:17:43.813052'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶